Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 0.513236 0.573304 0.640338 0.721231 0.816922 0.927421 1.066009
2025-01-05 0.442433 0.517624 0.607244 0.723556 0.872977 1.062020 1.325268
2025-01-12 0.389920 0.471955 0.574659 0.715670 0.909230 1.173621 1.577469
2025-01-19 0.341623 0.423969 0.530910 0.684206 0.905919 1.228349 1.761388
2025-01-26 0.316529 0.402345 0.517815 0.690550 0.954019 1.363234 2.101034
2025-02-02 0.296561 0.384954 0.507685 0.698505 1.004275 1.510114 2.504946
2025-02-09 0.275744 0.364047 0.489830 0.691761 1.029178 1.619037 2.874882
2025-02-16 0.260696 0.349784 0.479845 0.695281 1.070629 1.765006 3.374275
2025-02-23 0.241225 0.327359 0.455319 0.672095 1.061503 1.813124 3.674077
2025-03-02 0.222592 0.304801 0.428634 0.642241 1.035632 1.822173 3.882974
2025-03-09 0.213684 0.296255 0.423045 0.647366 1.075398 1.976199 4.546519
2025-03-16 0.209567 0.294666 0.428239 0.671602 1.155831 2.240353 5.690528
2025-03-23 0.202377 0.288079 0.425221 0.681719 1.211911 2.470743 6.930669
2025-03-30 0.195110 0.280839 0.420455 0.687960 1.261033 2.700493 8.391527
2025-04-06 0.186596 0.271007 0.410449 0.682970 1.284473 2.869975 9.790184
2025-04-13 0.175092 0.255602 0.389691 0.654760 1.250087 2.864922 10.357867
2025-04-20 0.169938 0.250442 0.386570 0.661504 1.299743 3.129916 12.745555
2025-04-27 0.165339 0.245917 0.384202 0.669459 1.353973 3.432505 15.950891
2025-05-04 0.159108 0.238256 0.375583 0.663363 1.371466 3.619266 18.771595
2025-05-11 0.154609 0.233326 0.371636 0.666841 1.414994 3.920708 23.445291
2025-05-18 0.147153 0.222892 0.356769 0.645031 1.386099 3.934555 25.348080
2025-05-25 0.139352 0.211546 0.339619 0.616857 1.335824 3.848914 26.002661
2025-06-01 0.136127 0.208111 0.337293 0.621732 1.380433 4.178219 33.291533